+24.3%
XLP vs KTOS
-59.2%
+83.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.3% | +15.6% | +3.1% |
| 7D | +5.9% | -12.7% | +18.5% | +5.6% |
| 30D | +13.5% | -14.4% | +27.9% | +13.2% |
| 3M | +8.4% | -30.7% | +39.1% | +7.9% |
| 6M | +11.5% | -41.9% | +53.5% | +11.2% |
| YTD | +20.6% | -52.6% | +73.3% | +20.7% |
| 1Y | +24.3% | -60.1% | +84.5% | +25.0% |
| All | +24.3% | -59.2% | +83.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KTOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling